Construction of Computer Experiment Designs from Marked Point Processes

Authors

  • Ahmed AIT AMEUR , Hichem ELMOSSAOUI , Nadia OUKID

Keywords:

Experiment Designs, Computer Experiment Designs, Point Processes, Marked Point Processes, Markov Chain Monte Carlo (MCMC) Method, Metropolis-Hastings algorithm.

Abstract

This article presents a method for constructing computer experiment designs. This methodis based on the theory of stochastic processes, particularly two-type marked point processes. The designs obtained using the Monte Carlo Markov Chain (MCMC) method and the Metropolis-Hastings algorithm are highly adaptable and can, therefore, address various objectives. A detailed study on the convergence of the Markov chain has been conducted. A comparison between our approach and other existing Computer designs has been performed.

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Published

2024-07-10

How to Cite

Ahmed AIT AMEUR , Hichem ELMOSSAOUI , Nadia OUKID. (2024). Construction of Computer Experiment Designs from Marked Point Processes. Utilitas Mathematica, 121, 35–48. Retrieved from https://utilitasmathematica.com/index.php/Index/article/view/1984

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